Tail index estimation in the presence of long-memory dynamics (Q425381): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62G32 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6043847 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
extreme value theory | |||
| Property / zbMATH Keywords: extreme value theory / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
heavy tails | |||
| Property / zbMATH Keywords: heavy tails / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
long-range dependence | |||
| Property / zbMATH Keywords: long-range dependence / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stable distributions | |||
| Property / zbMATH Keywords: stable distributions / rank | |||
Normal rank | |||
Revision as of 22:38, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail index estimation in the presence of long-memory dynamics |
scientific article |
Statements
Tail index estimation in the presence of long-memory dynamics (English)
0 references
8 June 2012
0 references
extreme value theory
0 references
heavy tails
0 references
long-range dependence
0 references
stable distributions
0 references
